That error message means that you're trying to open a file that is newer than your copy of InDesign. So, the file pretty much has to be a CS5 file. You can't open a CS5 file in CS4; you'd need to open it up in CS5 and export an IDML file, which you can then open in CS4.
There's an additional confusing element here:
InDesign CS4 is actually InDesign 6 when you click Help -> About
InDesign CS2 is actually InDesign 4 when you click Help -> About
and so on
However, it's not possible to see that error message when you're opening an older InDesign file in a newer program.